Carve it out of wood or make one out of crafters clay...the hardening kind.
If you're running Cherry Bombs, those are very easy to make!
For a standard muffler just lay to sections of tubing next to each other. wrap with foil tape...fill in the ends with putty.
A piece of oval shaped wood, such as that found inside the bottom of a roll up window blind. The bottom or pull end of these cheap window blinds often have a piece of wooden (oval shaped) dowel in them.
To be a modeler you have to be part artist, detective and engineer.